EPU Quebec
What it measures
Economic policy uncertainty — the economic risk that comes from not knowing the future path of government policy — measured from French-Canadian sources, which were the missing component of the existing Canadian EPU index.
Historical archives break the standard EPU recipe: issues are often digitised as whole editions rather than individual articles, and source availability shifts across the century. The index uses a token-distance-based triple detection and a dynamic normalisation across sources to handle both. Three peaks dominate the century: the Great Depression, the 2008 financial crisis, and the COVID-19 pandemic.
Built with archives from Bibliothèque et Archives nationales du Québec and a research collaboration with Radio-Canada. See A century of economic policy uncertainty through the French-Canadian lens.
Coverage
| Frequency | Monthly |
| Period | 1913 – 2020 |
| Region | Quebec, Canada |
| Sources | French-Canadian newspaper archives |
| Format | .csv |
How to cite
Ardia, D., Bluteau, K., Kassem, A. (2021). A century of economic policy uncertainty through the French-Canadian lens. Economics Letters, 205, 109938. doi:10.1016/j.econlet.2021.109938
BibTeX is on the How to cite page.
Terms
Free for academic research. By downloading you agree to cite the reference above, to place
https://sentometrics-research.com in a footnote so others can find the data, and to assume all
risk associated with its use.
Download
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epu-quebec-monthly.csv.gz— monthly
Gzipped CSV, one header row, ISO 8601 dates. No decompression step needed:
read.csv(gzfile(url("https://sentometrics-research.com/data/epu-quebec/epu-quebec-monthly.csv.gz")))
See the folder README for every column, and what differs from the archived original.
Original as published — the file this is derived from, byte for byte:
Sentometrics_EPU_QUEBEC.csv. It will move to a Zenodo deposit with a citable DOI.